-10.6%
AFRM vs MDY
+14.9%
-25.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -5.5% |
| 7D | -7.5% | +0.7% | -8.2% | -8.5% |
| 30D | -15.7% | +1.3% | -17.0% | -17.2% |
| 3M | -9.6% | -4.1% | -5.5% | -2.5% |
| 6M | +6.3% | +1.0% | +5.3% | +5.8% |
| YTD | -8.6% | +13.3% | -21.9% | -25.5% |
| All | -10.6% | +14.9% | -25.4% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling